ROHCY vs. SMTOY
ROHCY (Rohm Co Ltd ADR) and SMTOY (Sumitomo Electric Industries Ltd ADR) are both stocks. ROHCY operates in Semiconductors (Technology), while SMTOY operates in Auto Parts (Consumer Cyclical). Over the past 10 years, ROHCY returned 13.45%/yr vs 19.98%/yr for SMTOY. At a 0.20 correlation, their price movements are largely independent.
Performance
ROHCY vs. SMTOY - Performance Comparison
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Returns By Period
In the year-to-date period, ROHCY achieves a 132.08% return, which is significantly higher than SMTOY's 88.74% return. Over the past 10 years, ROHCY has underperformed SMTOY with an annualized return of 13.45%, while SMTOY has yielded a comparatively higher 19.98% annualized return.
ROHCY
- 1D
- 0.00%
- 1M
- -3.05%
- YTD
- 132.08%
- 6M
- 132.08%
- 1Y
- 159.70%
- 3Y*
- 12.97%
- 5Y*
- 8.13%
- 10Y*
- 13.45%
SMTOY
- 1D
- -2.69%
- 1M
- -3.18%
- YTD
- 88.74%
- 6M
- 85.26%
- 1Y
- 245.43%
- 3Y*
- 86.35%
- 5Y*
- 39.43%
- 10Y*
- 19.98%
ROHCY vs. SMTOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROHCY Rohm Co Ltd ADR | 132.08% | 56.57% | -49.11% | 3.36% | -20.60% | -9.16% | 25.79% | 22.73% | -41.72% | 92.89% |
SMTOY Sumitomo Electric Industries Ltd ADR | 88.74% | 131.61% | 41.93% | 12.95% | -13.35% | -1.73% | -11.45% | 14.66% | -20.89% | 16.55% |
Correlation
The correlation between ROHCY and SMTOY is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2008 | 0.20 |
The correlation between ROHCY and SMTOY shifts across timeframes, from 0.20 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
ROHCY:
$12.76B
SMTOY:
$58.71B
ROHCY:
-¥375.34
SMTOY:
¥481.54
ROHCY:
4.75
SMTOY:
1.84
ROHCY:
2.72
SMTOY:
3.45
ROHCY:
¥485.46B
SMTOY:
¥5.18T
ROHCY:
¥116.26B
SMTOY:
¥1.05T
ROHCY:
¥57.21B
SMTOY:
¥657.37B
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Return for Risk
ROHCY vs. SMTOY — Risk / Return Rank
ROHCY
SMTOY
ROHCY vs. SMTOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rohm Co Ltd ADR (ROHCY) and Sumitomo Electric Industries Ltd ADR (SMTOY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ROHCY | SMTOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.49 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 6.97 | 9.74 | -2.77 |
| Martin ratioReturn relative to average drawdown | 19.08 | 31.44 | -12.37 |
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Drawdowns
ROHCY vs. SMTOY - Drawdown Comparison
The maximum ROHCY drawdown since its inception was -73.15%, smaller than the maximum SMTOY drawdown of -94.82%. Use the drawdown chart below to compare losses from any high point for ROHCY and SMTOY.
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Drawdown Indicators
| ROHCY | SMTOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.15% | -94.82% | +21.67% |
Max Drawdown (1Y)Largest decline over 1 year | -23.05% | -25.38% | +2.33% |
Max Drawdown (3Y)Largest decline over 3 years | -68.72% | -38.52% | -30.20% |
Max Drawdown (5Y)Largest decline over 5 years | -70.45% | -38.52% | -31.93% |
Max Drawdown (10Y)Largest decline over 10 years | -73.15% | -52.67% | -20.48% |
Current DrawdownCurrent decline from peak | -6.48% | -50.73% | +44.25% |
Average DrawdownAverage peak-to-trough decline | -31.51% | -64.83% | +33.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.41% | 7.85% | +0.56% |
Volatility
ROHCY vs. SMTOY - Volatility Comparison
The current volatility for Rohm Co Ltd ADR (ROHCY) is 23.76%, while Sumitomo Electric Industries Ltd ADR (SMTOY) has a volatility of 31.69%. This indicates that ROHCY experiences smaller price fluctuations and is considered to be less risky than SMTOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROHCY | SMTOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.76% | 31.69% | -7.93% |
Volatility (6M)Calculated over the trailing 6-month period | 50.89% | 55.26% | -4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.25% | 62.18% | -0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.56% | 41.35% | +3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.57% | 36.56% | +5.01% |
Dividends
ROHCY vs. SMTOY - Dividend Comparison
Neither ROHCY nor SMTOY has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ROHCY Rohm Co Ltd ADR | 0.00% | 1.21% | 1.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.87% |
SMTOY Sumitomo Electric Industries Ltd ADR | 0.00% | 1.06% | 1.35% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.23% | 2.26% |
Financials
ROHCY vs. SMTOY - Financials Comparison
This section allows you to compare key financial metrics between Rohm Co Ltd ADR and Sumitomo Electric Industries Ltd ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ROHCY and SMTOY have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMTOY has higher volatility (31.69%) compared to ROHCY (23.76%). In terms of maximum drawdown, ROHCY dropped -73.15% vs SMTOY's -94.82%.
SMTOY currently has the higher Sharpe Ratio (3.98 vs 2.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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